+35.4%
CVS vs ELAN
+41.2%
-5.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +1.6% | +2.3% | +3.9% |
| 30D | -2.4% | -6.6% | +4.2% | -2.1% |
| 3M | +2.7% | -0.8% | +3.5% | +2.6% |
| 6M | +21.9% | +0.2% | +21.6% | +21.3% |
| YTD | +24.7% | +8.3% | +16.5% | +24.2% |
| 1Y | +35.4% | +40.2% | -4.8% | +42.3% |
| All | +35.4% | +41.2% | -5.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling